A continuous-time model for reinvestment risk in bond markets (Q3404102): Difference between revisions
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Revision as of 01:59, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous-time model for reinvestment risk in bond markets |
scientific article |
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A continuous-time model for reinvestment risk in bond markets (English)
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5 February 2010
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interest rate modeling
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incomplete markets
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forward rates
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risk-minimization
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